+76.6%
ILMN vs GME
+17.4%
+59.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.5% |
| 7D | -9.8% | +4.8% | -14.6% | -10.8% |
| 30D | -22.7% | -4.3% | -18.5% | -21.8% |
| 3M | +12.1% | +35.3% | -23.3% | +4.9% |
| 6M | +51.5% | +4.7% | +46.7% | +48.3% |
| YTD | +63.9% | +26.6% | +37.2% | +57.3% |
| 1Y | +76.6% | +18.3% | +58.2% | +66.3% |
| All | +76.6% | +17.4% | +59.2% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling